I never had any interest in using FeedBurner. I had enough bandwith to share.
However, today I decided to move to FeedBurner to see what kind of statistics they provide me with. I'll try it for while and see if I like it.
If you subscribe using the Syndication URL's to the right feedburner will take over. It was very easy to configure in Subtext. I just had to write the 'feedburner' name in the configuration and that was all there is to it. Same goes for Akismet spam controlling. Just enter the Akismet license key, and I'm set. Nice.